Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2625966.9143 | 2658577.5135 | -32610.5992 | 185440.2321 | 1141367.9239 | -955927.6917 |
Total P&L (%) | 2625.9669 | 2658.5775 | -32.6106 | 185.4402 | 1141.3679 | -955.9277 |
Avg Daily Profit (%) | 1.261 | 1.2766 | -0.0157 | 0.0504 | 0.121 | 0 |
Buy And Hold Return (%) | 478.9324 | 478.9324 | 478.9324 | 478.9324 | 478.9324 | 478.9324 |
Max Trade Drawdown | -210194 | -131497 | -161705 | -2821577 | -1844612 | -1183319 |
Profit Factor | 3.5887 | 6.3146 | 0.9366 | 1.0308 | 1.3558 | 0.661 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 73 | 40 | 33 | 73 | 40 | 33 |
Losing Trades | 161 | 77 | 84 | 161 | 77 | 84 |
Profitability (%) | 31.1966 | 34.188 | 28.2051 | 31.1966 | 34.188 | 28.2051 |
Ratio Avg Win / Avg Loss | 7.9149 | 12.1556 | 2.384 | 2.2733 | 2.6098 | 1.6825 |
Largest Winning Trade | 2647019 | 2647019 | 51839 | 2899297 | 2899297 | 394837 |
Largest Losing Trade | -27299 | -23137 | -27299 | -532070 | -532070 | -485242 |
Avg Bars in Trades | 104 | 100 | 107 | 104 | 100 | 107 |
Avg Bars in Winners | 201 | 183 | 223 | 201 | 183 | 223 |
Avg Bars in Losers | 60 | 57 | 62 | 60 | 57 | 62 |
Bars Traded | 24407 | 11778 | 12629 | 24407 | 11778 | 12629 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476166 | 530988 | -593931 | -483077 | -40215 | -593931 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 19, "offset": 187 } }, "second_band": { "type": "dcm", "factors": { "length": 17, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 19, "offset": 187 } }, "second_band": { "type": "dcm", "factors": { "length": 17, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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